Anic Equity¶

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Total return since start: 0.616 %¶

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Equity now: -----------------------------> 49367.0 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45305.46 Kr¶

PnL: ---------------------------------------> 249.46 Kr¶

DD now: ---------------------------------> -7.066 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 10:51:23.894454'

Anic Portfolio¶

Today¶

Return: -0.707 %¶

This Week¶

Return: 0.129 %¶

Total portfolio value¶

Return including deposits: 61.615 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.130000 1665.540000 196.540000 13.380000 1468.999998
Orrön Energy 180 0.410000 2211.300000 168.300000 8.240000 2043.000000
Sedana Medical 93 -3.140000 2577.960000 56.960000 2.260000 2521.000011
Atrium Ljungberg B 5 -0.850000 986.500000 51.500000 5.510000 935.000000
Platzer Fastigheter Holding B 12 -1.180000 1008.000000 47.000000 4.890000 960.999996
Sagax B 4 -0.800000 890.000000 36.000000 4.220000 854.000000
Catena 2 -1.380000 827.200000 35.200000 4.440000 792.000000
Hexatronic Group 12 0.000000 1001.760000 34.760000 3.590000 966.999996
Sagax A 4 -0.890000 888.000000 34.000000 3.980000 854.000000
Hoist Finance 35 -0.520000 1011.500000 31.500000 3.210000 980.000000
JM 6 -0.860000 894.600000 30.600000 3.540000 864.000000
OX2 13 2.650000 980.200000 30.200000 3.180000 949.999999
Bilia A 8 0.350000 919.200000 19.200000 2.130000 900.000000
HEXPOL B 9 1.140000 1039.500000 18.500000 1.810000 1020.999996
Biotage 7 -0.290000 954.800000 13.800000 1.470000 940.999997
BioGaia B 8 -1.010000 940.800000 10.800000 1.160000 930.000000
Gränges 9 -0.380000 938.700000 10.700000 1.150000 927.999999
Byggmax Group 33 -1.360000 960.300000 4.300000 0.450000 956.000001
VEF 909 -3.050000 1850.720000 0.720000 0.040000 1850.000436
AcadeMedia 8 -0.980000 402.400000 0.400000 0.100000 402.000000
Clas Ohlson B 12 -1.160000 972.600000 -0.400000 -0.040000 972.999996
ASSA ABLOY B 3 -0.580000 775.200000 -3.800000 -0.490000 779.000001
EQT 4 -1.290000 825.600000 -6.400000 -0.770000 832.000000
Nordic Waterproofing Holding 7 -0.440000 949.200000 -17.800000 -1.840000 966.999999
Alimak Group 11 -1.200000 907.500000 -20.500000 -2.210000 927.999996
SKF B 5 0.110000 919.250000 -20.750000 -2.210000 940.000000
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Addnode Group B 11 -0.730000 895.400000 -25.600000 -2.780000 921.000003
Indutrade 5 -0.340000 1186.000000 -32.000000 -2.630000 1218.000000
Latour B 4 -0.640000 810.800000 -46.200000 -5.390000 857.000000
Vitec Software Group B 2 -1.790000 1040.000000 -47.000000 -4.320000 1087.000000
Bufab 3 -1.140000 1038.600000 -70.400000 -6.350000 1109.000001
INVISIO 16 -0.220000 3608.000000 -81.000000 -2.200000 3689.000000
BHG Group 97 -1.050000 1366.730000 -92.270000 -6.320000 1458.999989
Hexagon B 26 -1.890000 3368.300000 -92.700000 -2.680000 3461.000010
TOTAL 45305.460000 249.460000 -7.06575% 45056.000411

Updated:¶

'2023-07-05 10:51:40.679958'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶